Elevation data is usually found in DEM format, although it can be as a GeoTIFF in some cases. Good sites for elevation and bathymetry data are:

ETOPO1 - Elevation and bathymetry data good for maps covering large areas. GeoTIFF format. The image is downloadable as one (very large) tile so it can be difficult to manipulate in computers with smaller amounts of RAM.

SRTM - Elevation info only that covers 50 deg S to 60 deg N. There are a number resolutions:

SRTM1 - the best resolution, only available for the US

SRTM3 - data files are 1 deg latitude by 1 deg longitude and available for the entire world

SRTM30 - DEM files that cover large parts of the world. A good substitute for relief maps if the ETOPO1 file is too big.

Data formats: This data comes in a variety of formats. I prefer SHP files since they are the only vector file type I've been able to reliably export to SVG format from QGIS.
Scale: It's helpful to have data sets of similar scale. The ETOPO1 elevation data and Natural Earth road and river data go well together because they have a similar scale (1:10m + ). On the other hand, if you paired Natural Earth river data at 1:10m scale with 1:250,000 elevation data, it won't look good because the river won't follow the more detailed land contours found in the 1:250,000 scale data.